{ "run_date": "2026-06-17 05:10:05", "windows": [ 63, 252, 504, 1008, 2016, 4032, 4536 ], "sig_depth": 4, "kernel_bandwidth": 1.0, "alpha": 0.1, "macro_vars": [ "VIX", "DXY", "T10Y2Y", "TBILL_3M", "DGS1MO", "DGS3MO", "DGS6MO", "DGS1", "DGS2", "DGS5", "DGS7", "DGS10", "DGS20", "DGS30" ], "universes": { "FI_COMMODITIES": { "best_window_data": { "window": 4536, "top_etfs": [ { "ticker": "VNQ", "rk_score_norm": 1.0, "raw_score": 0.00374683765673417 }, { "ticker": "TLT", "rk_score_norm": 0.7620623826956943, "raw_score": 0.0017664244990094474 }, { "ticker": "LQD", "rk_score_norm": 0.6634582756377424, "raw_score": 0.0009457183272168664 } ], "all_scores_raw": { "TLT": 0.0017664244990094474, "VCIT": 0.00038764103692652367, "LQD": 0.0009457183272168664, "HYG": 0.0003745409909245217, "VNQ": 0.00374683765673417, "GLD": -0.004576407655048166, "SLV": -0.001270316446774819 }, "all_scores_norm": { "TLT": 0.7620623826956943, "VCIT": 0.5964078320445046, "LQD": 0.6634582756377424, "HYG": 0.5948339212066902, "VNQ": 1.0, "GLD": 0.0, "SLV": 0.3972117947302676 } }, "all_windows": [ { "window": 63, "top_etfs": [ { "ticker": "VNQ", "rk_score_norm": 1.0, "raw_score": 0.008559422754257844 }, { "ticker": "SLV", "rk_score_norm": 0.9299169503983951, "raw_score": 0.007864054699955561 }, { "ticker": "GLD", "rk_score_norm": 0.3231169413729668, "raw_score": 0.001843350064166466 } ], "all_scores_raw": { "TLT": -0.001362634836774252, "VCIT": -0.00026829973162635894, "LQD": -6.557726607954884e-05, "HYG": 0.0002905494348127459, "VNQ": 0.008559422754257844, "GLD": 0.001843350064166466, "SLV": 0.007864054699955561 }, "all_scores_norm": { "TLT": 0.0, "VCIT": 0.11029316198859716, "LQD": 0.1307246565336437, "HYG": 0.16661708082416332, "VNQ": 1.0, "GLD": 0.3231169413729668, "SLV": 0.9299169503983951 } }, { "window": 252, "top_etfs": [ { "ticker": "VNQ", "rk_score_norm": 1.0, "raw_score": 0.007693104344863857 }, { "ticker": "SLV", "rk_score_norm": 0.6019050041604219, "raw_score": 0.004556800090447004 }, { "ticker": "GLD", "rk_score_norm": 0.21207889897435803, "raw_score": 0.0014856404804164235 } ], "all_scores_raw": { "TLT": -0.0001851766865327356, "VCIT": 0.00013269597397583266, "LQD": 0.00043225563364032195, "HYG": 0.0004323482578482826, "VNQ": 0.007693104344863857, "GLD": 0.0014856404804164235, "SLV": 0.004556800090447004 }, "all_scores_norm": { "TLT": 0.0, "VCIT": 0.0403479717519316, "LQD": 0.07837145155300515, "HYG": 0.07838320845880624, "VNQ": 1.0, "GLD": 0.21207889897435803, "SLV": 0.6019050041604219 } }, { "window": 504, "top_etfs": [ { "ticker": "VNQ", "rk_score_norm": 1.0, "raw_score": 0.0068122048177038964 }, { "ticker": "SLV", "rk_score_norm": 0.7379598049968685, "raw_score": 0.005297980802059583 }, { "ticker": "TLT", "rk_score_norm": 0.2651541139551041, "raw_score": 0.0025658284614608826 } ], "all_scores_raw": { "TLT": 0.0025658284614608826, "VCIT": 0.0010485858143927315, "LQD": 0.0017007702018948523, "HYG": 0.0010336103710533798, "VNQ": 0.0068122048177038964, "GLD": 0.0019179481203813083, "SLV": 0.005297980802059583 }, "all_scores_norm": { "TLT": 0.2651541139551041, "VCIT": 0.002591537350061321, "LQD": 0.11545365174885781, "HYG": 0.0, "VNQ": 1.0, "GLD": 0.153036825389351, "SLV": 0.7379598049968685 } }, { "window": 1008, "top_etfs": [ { "ticker": "VNQ", "rk_score_norm": 1.0, "raw_score": 0.0049606614630393064 }, { "ticker": "TLT", "rk_score_norm": 0.6417609186194554, "raw_score": 0.0024918133308583085 }, { "ticker": "LQD", "rk_score_norm": 0.5074228981096567, "raw_score": 0.001566006549145963 } ], "all_scores_raw": { "TLT": 0.0024918133308583085, "VCIT": 0.0008024997757818675, "LQD": 0.001566006549145963, "HYG": 0.0005812939784949588, "VNQ": 0.0049606614630393064, "GLD": -0.0012474960972019902, "SLV": -0.0019309599721955284 }, "all_scores_norm": { "TLT": 0.6417609186194554, "VCIT": 0.39663521475541585, "LQD": 0.5074228981096567, "HYG": 0.36453742770113157, "VNQ": 1.0, "GLD": 0.0991731599619196, "SLV": 0.0 } }, { "window": 2016, "top_etfs": [ { "ticker": "VNQ", "rk_score_norm": 1.0, "raw_score": 0.0038608263327929992 }, { "ticker": "TLT", "rk_score_norm": 0.8810662114908431, "raw_score": 0.002322838196640281 }, { "ticker": "LQD", "rk_score_norm": 0.7740454150351859, "raw_score": 0.0009389025015476872 } ], "all_scores_raw": { "TLT": 0.002322838196640281, "VCIT": 0.00035285192721895217, "LQD": 0.0009389025015476872, "HYG": 0.00010406859448646474, "VNQ": 0.0038608263327929992, "GLD": -0.006572295728258584, "SLV": -0.009070638774234224 }, "all_scores_norm": { "TLT": 0.8810662114908431, "VCIT": 0.7287256798405819, "LQD": 0.7740454150351859, "HYG": 0.7094870761190829, "VNQ": 1.0, "GLD": 0.19319876172561368, "SLV": 0.0 } }, { "window": 4032, "top_etfs": [ { "ticker": "VNQ", "rk_score_norm": 1.0, "raw_score": 0.0037073928393792227 }, { "ticker": "TLT", "rk_score_norm": 0.7681313788107836, "raw_score": 0.0017611047826644188 }, { "ticker": "LQD", "rk_score_norm": 0.6706847072712333, "raw_score": 0.0009431446291459922 } ], "all_scores_raw": { "TLT": 0.0017611047826644188, "VCIT": 0.00039282437696383683, "LQD": 0.0009431446291459922, "HYG": 0.00035425892237986485, "VNQ": 0.0037073928393792227, "GLD": -0.004686533198273522, "SLV": -0.0012896861888953698 }, "all_scores_norm": { "TLT": 0.7681313788107836, "VCIT": 0.6051229844595745, "LQD": 0.6706847072712333, "HYG": 0.6005285367111693, "VNQ": 1.0, "GLD": 0.0, "SLV": 0.4046791685012318 } }, { "window": 4536, "top_etfs": [ { "ticker": "VNQ", "rk_score_norm": 1.0, "raw_score": 0.00374683765673417 }, { "ticker": "TLT", "rk_score_norm": 0.7620623826956943, "raw_score": 0.0017664244990094474 }, { "ticker": "LQD", "rk_score_norm": 0.6634582756377424, "raw_score": 0.0009457183272168664 } ], "all_scores_raw": { "TLT": 0.0017664244990094474, "VCIT": 0.00038764103692652367, "LQD": 0.0009457183272168664, "HYG": 0.0003745409909245217, "VNQ": 0.00374683765673417, "GLD": -0.004576407655048166, "SLV": -0.001270316446774819 }, "all_scores_norm": { "TLT": 0.7620623826956943, "VCIT": 0.5964078320445046, "LQD": 0.6634582756377424, "HYG": 0.5948339212066902, "VNQ": 1.0, "GLD": 0.0, "SLV": 0.3972117947302676 } } ] }, "EQUITY_SECTORS": { "best_window_data": { "window": 4536, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.008973679977532768 }, { "ticker": "XLK", "rk_score_norm": 0.7766173874719831, "raw_score": 0.005243403283647169 }, { "ticker": "XLV", "rk_score_norm": 0.7388854599727129, "raw_score": 0.004613316061669426 } ], "all_scores_raw": { "SPY": 0.0020673901419069537, "QQQ": 0.002525207412942744, "XLK": 0.005243403283647169, "XLF": 0.0032420466433137063, "XLE": 0.0005603215826803093, "XLV": 0.004613316061669426, "XLI": 0.0025481313087865817, "XLY": 0.0006671287343511002, "XLP": 0.0025178267143282015, "XLU": 0.0015126797478454135, "GDX": -0.007725366791014376, "XME": 0.0009080790543312678, "IWF": 0.0009761391034254704, "XSD": 0.008973679977532768, "XBI": 0.001486095091924107, "IWM": 0.002502869571679389, "IWD": 0.0028967524974320424, "IWO": 0.0030946868347825444 }, "all_scores_norm": { "SPY": 0.58642610375618, "QQQ": 0.6138418764874771, "XLK": 0.7766173874719831, "XLF": 0.6567688315590168, "XLE": 0.49617732607952686, "XLV": 0.7388854599727129, "XLI": 0.6152146432185108, "XLY": 0.5025733289862295, "XLP": 0.6133998932583239, "XLU": 0.5532080164156293, "GDX": 0.0, "XME": 0.5170023154619127, "IWF": 0.5210780001424535, "XSD": 1.0, "XBI": 0.551616029981327, "IWM": 0.6125042048483134, "IWD": 0.6360913551337138, "IWO": 0.6479443872315288 } }, "all_windows": [ { "window": 63, "top_etfs": [ { "ticker": "GDX", "rk_score_norm": 1.0, "raw_score": 0.027236185360617966 }, { "ticker": "XME", "rk_score_norm": 0.624255490320505, "raw_score": 0.01680147006685841 }, { "ticker": "XSD", "rk_score_norm": 0.5522039374823687, "raw_score": 0.014800542785231508 } ], "all_scores_raw": { "SPY": 0.005523915587980106, "QQQ": 0.0066626445446262995, "XLK": 0.008943882367418035, "XLF": 0.01231071721638324, "XLE": 0.005118711902214235, "XLV": -0.0005345871322661663, "XLI": 0.007440805120559075, "XLY": 0.003704972331330377, "XLP": 0.005746201632971007, "XLU": 0.00963763659545841, "GDX": 0.027236185360617966, "XME": 0.01680147006685841, "IWF": 0.0008226150152214513, "XSD": 0.014800542785231508, "XBI": 0.00967056244898212, "IWM": 0.008958481132050979, "IWD": 0.009722997501779396, "IWO": 0.007329009212170522 }, "all_scores_norm": { "SPY": 0.2181611160366057, "QQQ": 0.25916569943225937, "XLK": 0.34131097729142845, "XLF": 0.46254760655076604, "XLE": 0.2035701036378797, "XLV": 0.0, "XLI": 0.28718654675050265, "XLY": 0.1526626407199465, "XLP": 0.2261654322668387, "XLU": 0.36629242957973407, "GDX": 1.0, "XME": 0.624255490320505, "IWF": 0.048871602251445524, "XSD": 0.5522039374823687, "XBI": 0.3674780593108532, "IWM": 0.34183666539163104, "IWD": 0.36936619738157894, "IWO": 0.28316087881428664 } }, { "window": 252, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.019492262090825593 }, { "ticker": "GDX", "rk_score_norm": 0.9594203472574542, "raw_score": 0.01870061899324857 }, { "ticker": "XME", "rk_score_norm": 0.7571938907732018, "raw_score": 0.014755509372944418 } ], "all_scores_raw": { "SPY": 0.004882511636163249, "QQQ": 0.007439060579548375, "XLK": 0.009178323419869752, "XLF": 0.00864079933607019, "XLE": 0.004943861896027826, "XLV": 0.0007712951261628735, "XLI": 0.00980963863667405, "XLY": 0.0031510237961458708, "XLP": 0.005206677530174106, "XLU": 0.007434884483307147, "GDX": 0.01870061899324857, "XME": 0.014755509372944418, "IWF": -1.611326663589381e-05, "XSD": 0.019492262090825593, "XBI": 0.00962084613238286, "IWM": 0.008079744303463818, "IWD": 0.009769062498752907, "IWO": 0.007074745457919757 }, "all_scores_norm": { "SPY": 0.2511036830612107, "QQQ": 0.3821524709043926, "XLK": 0.4713071446510278, "XLF": 0.44375364140176965, "XLE": 0.25424849951775447, "XLV": 0.040362581628182716, "XLI": 0.5036683846434106, "XLY": 0.16234755610084212, "XLP": 0.2677204380739172, "XLU": 0.381938404065678, "GDX": 0.9594203472574542, "XME": 0.7571938907732018, "IWF": 0.0, "XSD": 1.0, "XBI": 0.4939908743007064, "IWM": 0.4149939408974536, "IWD": 0.5015884504009303, "IWO": 0.36347766508621987 } }, { "window": 504, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.01616035475778016 }, { "ticker": "XME", "rk_score_norm": 0.9948513696358875, "raw_score": 0.016082624539979905 }, { "ticker": "XLI", "rk_score_norm": 0.8228686809741178, "raw_score": 0.013486156954982259 } ], "all_scores_raw": { "SPY": 0.004888603284665069, "QQQ": 0.0069465730920469995, "XLK": 0.007996517569333278, "XLF": 0.007384236814570809, "XLE": 0.002102450260336522, "XLV": 0.005736632349689921, "XLI": 0.013486156954982259, "XLY": 0.003514351597287465, "XLP": 0.0038984808581712417, "XLU": 0.005236497007118507, "GDX": 0.011317673868902006, "XME": 0.016082624539979905, "IWF": 0.001063093485722727, "XSD": 0.01616035475778016, "XBI": 0.008356177130810839, "IWM": 0.008898625262594667, "IWD": 0.009181772396002517, "IWO": 0.009087943633809666 }, "all_scores_norm": { "SPY": 0.25339097800623855, "QQQ": 0.3897050928842063, "XLK": 0.45925045335495307, "XLF": 0.41869470329346997, "XLE": 0.06884406091172805, "XLV": 0.3095620311358824, "XLI": 0.8228686809741178, "XLY": 0.16236442275140436, "XLP": 0.18780806143272846, "XLU": 0.2764344768358794, "GDX": 0.6792344782532733, "XME": 0.9948513696358875, "IWF": 0.0, "XSD": 1.0, "XBI": 0.4830732881722342, "IWM": 0.5190035222728927, "IWD": 0.5377583896826466, "IWO": 0.5315434371490694 } }, { "window": 1008, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.015005921131082484 }, { "ticker": "XME", "rk_score_norm": 0.7467480586818662, "raw_score": 0.011409493368542876 }, { "ticker": "XLI", "rk_score_norm": 0.7298218912371452, "raw_score": 0.011169125068917013 } ], "all_scores_raw": { "SPY": 0.004053913211066722, "QQQ": 0.005518557596848326, "XLK": 0.007105608345840918, "XLF": 0.006132280327413059, "XLE": 0.0030931548403495684, "XLV": 0.006033466947540658, "XLI": 0.011169125068917013, "XLY": 0.0029830132993714977, "XLP": 0.002967579111590034, "XLU": 0.003402148656297607, "GDX": 0.0021101286234741223, "XME": 0.011409493368542876, "IWF": 0.000804933198588046, "XSD": 0.015005921131082484, "XBI": 0.0062719102714381934, "IWM": 0.0072602651380432575, "IWD": 0.007572360746183306, "IWO": 0.008171661104722915 }, "all_scores_norm": { "SPY": 0.2287854921025896, "QQQ": 0.33192228742583835, "XLK": 0.44367864948577157, "XLF": 0.3751391913118295, "XLE": 0.16113115880661064, "XLV": 0.3681809866895794, "XLI": 0.7298218912371452, "XLY": 0.15337525185833087, "XLP": 0.1522884128401702, "XLU": 0.18288977288450903, "GDX": 0.091908776423896, "XME": 0.7467480586818662, "IWF": 0.0, "XSD": 1.0, "XBI": 0.38497160189402824, "IWM": 0.45456921519412324, "IWD": 0.4765462501457492, "IWO": 0.5187475646872749 } }, { "window": 2016, "top_etfs": [ { "ticker": "XLV", "rk_score_norm": 1.0, "raw_score": 0.004800209388576712 }, { "ticker": "XSD", "rk_score_norm": 0.9609552551686446, "raw_score": 0.00417171960274193 }, { "ticker": "XLF", "rk_score_norm": 0.9073550017657882, "raw_score": 0.003308934817558798 } ], "all_scores_raw": { "SPY": 0.0010555880807959425, "QQQ": 0.0007777724564291127, "XLK": 0.0030789518629273233, "XLF": 0.003308934817558798, "XLE": -1.870826965841288e-05, "XLV": 0.004800209388576712, "XLI": 0.0031097643482196173, "XLY": 9.187932884970051e-05, "XLP": 0.0020856109036406223, "XLU": 0.002787202643599329, "GDX": -0.011296445578676761, "XME": -0.001253687492921124, "IWF": -0.00036627797731399745, "XSD": 0.00417171960274193, "XBI": 0.0012130573808481551, "IWM": 0.0016935428404456082, "IWD": 0.002548570537837913, "IWO": 0.0022619313795840326 }, "all_scores_norm": { "SPY": 0.7673664922681943, "QQQ": 0.7501072775473713, "XLK": 0.8930673777159875, "XLF": 0.9073550017657882, "XLE": 0.7006261444978116, "XLV": 1.0, "XLI": 0.8949815943874002, "XLY": 0.7074963668348803, "XLP": 0.8313563600351388, "XLU": 0.8749425424678245, "GDX": 0.0, "XME": 0.6239034200699654, "IWF": 0.6790334776758744, "XSD": 0.9609552551686446, "XBI": 0.7771492266544728, "IWM": 0.8069992458401322, "IWD": 0.8601175924240495, "IWO": 0.842310218231274 } }, { "window": 4032, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.009608356622445816 }, { "ticker": "XLK", "rk_score_norm": 0.7751466137319312, "raw_score": 0.005605413086647512 }, { "ticker": "XLV", "rk_score_norm": 0.7162043934542867, "raw_score": 0.0045560965361522154 } ], "all_scores_raw": { "SPY": 0.002253831093422587, "QQQ": 0.002855449884967963, "XLK": 0.005605413086647512, "XLF": 0.003210748343278433, "XLE": 0.0007260228570469401, "XLV": 0.0045560965361522154, "XLI": 0.002708879371532434, "XLY": 0.0009363674705653857, "XLP": 0.0023989004107179066, "XLU": 0.0015327032053218392, "GDX": -0.008194103915222128, "XME": 0.0010185416994849816, "IWF": 0.001224399480624543, "XSD": 0.009608356622445816, "XBI": 0.001515227573565682, "IWM": 0.002693623635568354, "IWD": 0.003014570434017136, "IWO": 0.003356047662161972 }, "all_scores_norm": { "SPY": 0.5868815148635266, "QQQ": 0.6206756519308393, "XLK": 0.7751466137319312, "XLF": 0.6406334806567449, "XLE": 0.5010614545891066, "XLV": 0.7162043934542867, "XLI": 0.612442491513188, "XLY": 0.5128769344253562, "XLP": 0.5950303500758485, "XLU": 0.546374311571323, "GDX": 0.0, "XME": 0.5174928260739138, "IWF": 0.5290562715147273, "XSD": 1.0, "XBI": 0.5453926702010652, "IWM": 0.6115855461526407, "IWD": 0.6296137730805811, "IWO": 0.6487952355206921 } }, { "window": 4536, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.008973679977532768 }, { "ticker": "XLK", "rk_score_norm": 0.7766173874719831, "raw_score": 0.005243403283647169 }, { "ticker": "XLV", "rk_score_norm": 0.7388854599727129, "raw_score": 0.004613316061669426 } ], "all_scores_raw": { "SPY": 0.0020673901419069537, "QQQ": 0.002525207412942744, "XLK": 0.005243403283647169, "XLF": 0.0032420466433137063, "XLE": 0.0005603215826803093, "XLV": 0.004613316061669426, "XLI": 0.0025481313087865817, "XLY": 0.0006671287343511002, "XLP": 0.0025178267143282015, "XLU": 0.0015126797478454135, "GDX": -0.007725366791014376, "XME": 0.0009080790543312678, "IWF": 0.0009761391034254704, "XSD": 0.008973679977532768, "XBI": 0.001486095091924107, "IWM": 0.002502869571679389, "IWD": 0.0028967524974320424, "IWO": 0.0030946868347825444 }, "all_scores_norm": { "SPY": 0.58642610375618, "QQQ": 0.6138418764874771, "XLK": 0.7766173874719831, "XLF": 0.6567688315590168, "XLE": 0.49617732607952686, "XLV": 0.7388854599727129, "XLI": 0.6152146432185108, "XLY": 0.5025733289862295, "XLP": 0.6133998932583239, "XLU": 0.5532080164156293, "GDX": 0.0, "XME": 0.5170023154619127, "IWF": 0.5210780001424535, "XSD": 1.0, "XBI": 0.551616029981327, "IWM": 0.6125042048483134, "IWD": 0.6360913551337138, "IWO": 0.6479443872315288 } } ] }, "COMBINED": { "best_window_data": { "window": 4536, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.008973679977532768 }, { "ticker": "XLK", "rk_score_norm": 0.7766173874719831, "raw_score": 0.005243403283647169 }, { "ticker": "XLV", "rk_score_norm": 0.7388854599727129, "raw_score": 0.004613316061669426 } ], "all_scores_raw": { "TLT": 0.0017664244990094474, "VCIT": 0.00038764103692652367, "LQD": 0.0009457183272168664, "HYG": 0.0003745409909245217, "VNQ": 0.00374683765673417, "GLD": -0.004576407655048166, "SLV": -0.001270316446774819, "SPY": 0.0020673901419069537, "QQQ": 0.002525207412942744, "XLK": 0.005243403283647169, "XLF": 0.0032420466433137063, "XLE": 0.0005603215826803093, "XLV": 0.004613316061669426, "XLI": 0.0025481313087865817, "XLY": 0.0006671287343511002, "XLP": 0.0025178267143282015, "XLU": 0.0015126797478454135, "GDX": -0.007725366791014376, "XME": 0.0009080790543312678, "IWF": 0.0009761391034254704, "XSD": 0.008973679977532768, "XBI": 0.001486095091924107, "IWM": 0.002502869571679389, "IWD": 0.0028967524974320424, "IWO": 0.0030946868347825444 }, "all_scores_norm": { "TLT": 0.5684031802283306, "VCIT": 0.48583658339240343, "LQD": 0.5192562927941095, "HYG": 0.48505210472223914, "VNQ": 0.6869975637984667, "GLD": 0.18857119089559726, "SLV": 0.3865520250172436, "SPY": 0.58642610375618, "QQQ": 0.6138418764874771, "XLK": 0.7766173874719831, "XLF": 0.6567688315590168, "XLE": 0.49617732607952686, "XLV": 0.7388854599727129, "XLI": 0.6152146432185108, "XLY": 0.5025733289862295, "XLP": 0.6133998932583239, "XLU": 0.5532080164156293, "GDX": 0.0, "XME": 0.5170023154619127, "IWF": 0.5210780001424535, "XSD": 1.0, "XBI": 0.551616029981327, "IWM": 0.6125042048483134, "IWD": 0.6360913551337138, "IWO": 0.6479443872315288 } }, "all_windows": [ { "window": 63, "top_etfs": [ { "ticker": "GDX", "rk_score_norm": 1.0, "raw_score": 0.027236185360617966 }, { "ticker": "XME", "rk_score_norm": 0.635134763541363, "raw_score": 0.01680147006685841 }, { "ticker": "XSD", "rk_score_norm": 0.5651693849762236, "raw_score": 0.014800542785231508 } ], "all_scores_raw": { "TLT": -0.001362634836774252, "VCIT": -0.00026829973162635894, "LQD": -6.557726607954884e-05, "HYG": 0.0002905494348127459, "VNQ": 0.008559422754257844, "GLD": 0.001843350064166466, "SLV": 0.007864054699955561, "SPY": 0.005523915587980106, "QQQ": 0.0066626445446262995, "XLK": 0.008943882367418035, "XLF": 0.01231071721638324, "XLE": 0.005118711902214235, "XLV": -0.0005345871322661663, "XLI": 0.007440805120559075, "XLY": 0.003704972331330377, "XLP": 0.005746201632971007, "XLU": 0.00963763659545841, "GDX": 0.027236185360617966, "XME": 0.01680147006685841, "IWF": 0.0008226150152214513, "XSD": 0.014800542785231508, "XBI": 0.00967056244898212, "IWM": 0.008958481132050979, "IWD": 0.009722997501779396, "IWO": 0.007329009212170522 }, "all_scores_norm": { "TLT": 0.0, "VCIT": 0.038265043718400664, "LQD": 0.045353534227715285, "HYG": 0.05780603046477223, "VNQ": 0.3469394024840521, "GLD": 0.11210199857241158, "SLV": 0.3226248311310111, "SPY": 0.24079840976734795, "QQQ": 0.28061575009070955, "XLK": 0.36038260085750273, "XLF": 0.47810895550174815, "XLE": 0.22662986424801848, "XLV": 0.028953911342943832, "XLI": 0.3078252842799462, "XLY": 0.17719637149810533, "XLP": 0.2485709697350899, "XLU": 0.38464074239103474, "GDX": 1.0, "XME": 0.635134763541363, "IWF": 0.07641048955561339, "XSD": 0.5651693849762236, "XBI": 0.38579204350403357, "IWM": 0.36089306823105805, "IWD": 0.3876255125924562, "IWO": 0.3039161751762515 } }, { "window": 252, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.019492262090825593 }, { "ticker": "GDX", "rk_score_norm": 0.9597689970461033, "raw_score": 0.01870061899324857 }, { "ticker": "XME", "rk_score_norm": 0.7592800175126715, "raw_score": 0.014755509372944418 } ], "all_scores_raw": { "TLT": -0.0001851766865327356, "VCIT": 0.00013269597397583266, "LQD": 0.00043225563364032195, "HYG": 0.0004323482578482826, "VNQ": 0.007693104344863857, "GLD": 0.0014856404804164235, "SLV": 0.004556800090447004, "SPY": 0.004882511636163249, "QQQ": 0.007439060579548375, "XLK": 0.009178323419869752, "XLF": 0.00864079933607019, "XLE": 0.004943861896027826, "XLV": 0.0007712951261628735, "XLI": 0.00980963863667405, "XLY": 0.0031510237961458708, "XLP": 0.005206677530174106, "XLU": 0.007434884483307147, "GDX": 0.01870061899324857, "XME": 0.014755509372944418, "IWF": -1.611326663589381e-05, "XSD": 0.019492262090825593, "XBI": 0.00962084613238286, "IWM": 0.008079744303463818, "IWD": 0.009769062498752907, "IWO": 0.007074745457919757 }, "all_scores_norm": { "TLT": 0.0, "VCIT": 0.01615416844159239, "LQD": 0.031377677103155345, "HYG": 0.03138238423038916, "VNQ": 0.40037126378772764, "GLD": 0.08491029680507355, "SLV": 0.2409854671958656, "SPY": 0.2575380048203771, "QQQ": 0.3874608556706004, "XLK": 0.4758495357219211, "XLF": 0.44853276498354333, "XLE": 0.26065580183444625, "XLV": 0.048607535945997454, "XLI": 0.5079327363837224, "XLY": 0.16954444734532098, "XLP": 0.2740119930095237, "XLU": 0.3872486280383115, "GDX": 0.9597689970461033, "XME": 0.7592800175126715, "IWF": 0.008591739088085647, "XSD": 1.0, "XBI": 0.498338372684905, "IWM": 0.42002016032221184, "IWD": 0.5058706723935739, "IWO": 0.36894649891153813 } }, { "window": 504, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.01616035475778016 }, { "ticker": "XME", "rk_score_norm": 0.9948614046874183, "raw_score": 0.016082624539979905 }, { "ticker": "XLI", "rk_score_norm": 0.8232139226769495, "raw_score": 0.013486156954982259 } ], "all_scores_raw": { "TLT": 0.0025658284614608826, "VCIT": 0.0010485858143927315, "LQD": 0.0017007702018948523, "HYG": 0.0010336103710533798, "VNQ": 0.0068122048177038964, "GLD": 0.0019179481203813083, "SLV": 0.005297980802059583, "SPY": 0.004888603284665069, "QQQ": 0.0069465730920469995, "XLK": 0.007996517569333278, "XLF": 0.007384236814570809, "XLE": 0.002102450260336522, "XLV": 0.005736632349689921, "XLI": 0.013486156954982259, "XLY": 0.003514351597287465, "XLP": 0.0038984808581712417, "XLU": 0.005236497007118507, "GDX": 0.011317673868902006, "XME": 0.016082624539979905, "IWF": 0.001063093485722727, "XSD": 0.01616035475778016, "XBI": 0.008356177130810839, "IWM": 0.008898625262594667, "IWD": 0.009181772396002517, "IWO": 0.009087943633809666 }, "all_scores_norm": { "TLT": 0.10129199325612812, "VCIT": 0.0009899977785366827, "LQD": 0.044104654232597684, "HYG": 0.0, "VNQ": 0.38201177324851493, "GLD": 0.058461869039309326, "SLV": 0.28190933369298204, "SPY": 0.25484617278218297, "QQQ": 0.3908946016290227, "XLK": 0.46030441318157134, "XLF": 0.41982770919894, "XLE": 0.07065895092542279, "XLV": 0.3109077444822356, "XLI": 0.8232139226769495, "XLY": 0.16399703484186948, "XLP": 0.18939108203822705, "XLU": 0.27784475817235477, "GDX": 0.6798596733658403, "XME": 0.9948614046874183, "IWF": 0.00194907204852471, "XSD": 1.0, "XBI": 0.4840808155773935, "IWM": 0.5199410190630694, "IWD": 0.5386593318849812, "IWO": 0.5324564927416701 } }, { "window": 1008, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.015005921131082484 }, { "ticker": "XME", "rk_score_norm": 0.787657022529163, "raw_score": 0.011409493368542876 }, { "ticker": "XLI", "rk_score_norm": 0.7734650176281342, "raw_score": 0.011169125068917013 } ], "all_scores_raw": { "TLT": 0.0024918133308583085, "VCIT": 0.0008024997757818675, "LQD": 0.001566006549145963, "HYG": 0.0005812939784949588, "VNQ": 0.0049606614630393064, "GLD": -0.0012474960972019902, "SLV": -0.0019309599721955284, "SPY": 0.004053913211066722, "QQQ": 0.005518557596848326, "XLK": 0.007105608345840918, "XLF": 0.006132280327413059, "XLE": 0.0030931548403495684, "XLV": 0.006033466947540658, "XLI": 0.011169125068917013, "XLY": 0.0029830132993714977, "XLP": 0.002967579111590034, "XLU": 0.003402148656297607, "GDX": 0.0021101286234741223, "XME": 0.011409493368542876, "IWF": 0.000804933198588046, "XSD": 0.015005921131082484, "XBI": 0.0062719102714381934, "IWM": 0.0072602651380432575, "IWD": 0.007572360746183306, "IWO": 0.008171661104722915 }, "all_scores_norm": { "TLT": 0.26113268883949603, "VCIT": 0.16139097460206853, "LQD": 0.20647051248796205, "HYG": 0.14833037649442188, "VNQ": 0.4069002665373267, "GLD": 0.04035358522185402, "SLV": 0.0, "SPY": 0.35336335815121955, "QQQ": 0.43983998728089635, "XLK": 0.5335438244463724, "XLF": 0.4760758636988958, "XLE": 0.29663754394383246, "XLV": 0.47024165022890363, "XLI": 0.7734650176281342, "XLY": 0.29013448471430564, "XLP": 0.28922320785717065, "XLU": 0.31488138789974446, "GDX": 0.23859697491101398, "XME": 0.787657022529163, "IWF": 0.1615346505711764, "XSD": 1.0, "XBI": 0.4843199992734267, "IWM": 0.5426751864285031, "IWD": 0.5611021687186276, "IWO": 0.5964865086620437 } }, { "window": 2016, "top_etfs": [ { "ticker": "XLV", "rk_score_norm": 1.0, "raw_score": 0.004800209388576712 }, { "ticker": "XSD", "rk_score_norm": 0.9609552551686446, "raw_score": 0.00417171960274193 }, { "ticker": "VNQ", "rk_score_norm": 0.9416411013533703, "raw_score": 0.0038608263327929992 } ], "all_scores_raw": { "TLT": 0.002322838196640281, "VCIT": 0.00035285192721895217, "LQD": 0.0009389025015476872, "HYG": 0.00010406859448646474, "VNQ": 0.0038608263327929992, "GLD": -0.006572295728258584, "SLV": -0.009070638774234224, "SPY": 0.0010555880807959425, "QQQ": 0.0007777724564291127, "XLK": 0.0030789518629273233, "XLF": 0.003308934817558798, "XLE": -1.870826965841288e-05, "XLV": 0.004800209388576712, "XLI": 0.0031097643482196173, "XLY": 9.187932884970051e-05, "XLP": 0.0020856109036406223, "XLU": 0.002787202643599329, "GDX": -0.011296445578676761, "XME": -0.001253687492921124, "IWF": -0.00036627797731399745, "XSD": 0.00417171960274193, "XBI": 0.0012130573808481551, "IWM": 0.0016935428404456082, "IWD": 0.002548570537837913, "IWO": 0.0022619313795840326 }, "all_scores_norm": { "TLT": 0.8460940364953888, "VCIT": 0.7237092134729033, "LQD": 0.7601174346543214, "HYG": 0.708253621411161, "VNQ": 0.9416411013533703, "GLD": 0.2934864330526335, "SLV": 0.13827759922609065, "SPY": 0.7673664922681943, "QQQ": 0.7501072775473713, "XLK": 0.8930673777159875, "XLF": 0.9073550017657882, "XLE": 0.7006261444978116, "XLV": 1.0, "XLI": 0.8949815943874002, "XLY": 0.7074963668348803, "XLP": 0.8313563600351388, "XLU": 0.8749425424678245, "GDX": 0.0, "XME": 0.6239034200699654, "IWF": 0.6790334776758744, "XSD": 0.9609552551686446, "XBI": 0.7771492266544728, "IWM": 0.8069992458401322, "IWD": 0.8601175924240495, "IWO": 0.842310218231274 } }, { "window": 4032, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.009608356622445816 }, { "ticker": "XLK", "rk_score_norm": 0.7751466137319312, "raw_score": 0.005605413086647512 }, { "ticker": "XLV", "rk_score_norm": 0.7162043934542867, "raw_score": 0.0045560965361522154 } ], "all_scores_raw": { "TLT": 0.0017611047826644188, "VCIT": 0.00039282437696383683, "LQD": 0.0009431446291459922, "HYG": 0.00035425892237986485, "VNQ": 0.0037073928393792227, "GLD": -0.004686533198273522, "SLV": -0.0012896861888953698, "SPY": 0.002253831093422587, "QQQ": 0.002855449884967963, "XLK": 0.005605413086647512, "XLF": 0.003210748343278433, "XLE": 0.0007260228570469401, "XLV": 0.0045560965361522154, "XLI": 0.002708879371532434, "XLY": 0.0009363674705653857, "XLP": 0.0023989004107179066, "XLU": 0.0015327032053218392, "GDX": -0.008194103915222128, "XME": 0.0010185416994849816, "IWF": 0.001224399480624543, "XSD": 0.009608356622445816, "XBI": 0.001515227573565682, "IWM": 0.002693623635568354, "IWD": 0.003014570434017136, "IWO": 0.003356047662161972 }, "all_scores_norm": { "TLT": 0.5592040873688487, "VCIT": 0.4823450260719309, "LQD": 0.5132576210482119, "HYG": 0.48017872695263936, "VNQ": 0.6685310004995749, "GLD": 0.19702729909312214, "SLV": 0.38783502492353855, "SPY": 0.5868815148635266, "QQQ": 0.6206756519308393, "XLK": 0.7751466137319312, "XLF": 0.6406334806567449, "XLE": 0.5010614545891066, "XLV": 0.7162043934542867, "XLI": 0.612442491513188, "XLY": 0.5128769344253562, "XLP": 0.5950303500758485, "XLU": 0.546374311571323, "GDX": 0.0, "XME": 0.5174928260739138, "IWF": 0.5290562715147273, "XSD": 1.0, "XBI": 0.5453926702010652, "IWM": 0.6115855461526407, "IWD": 0.6296137730805811, "IWO": 0.6487952355206921 } }, { "window": 4536, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.008973679977532768 }, { "ticker": "XLK", "rk_score_norm": 0.7766173874719831, "raw_score": 0.005243403283647169 }, { "ticker": "XLV", "rk_score_norm": 0.7388854599727129, "raw_score": 0.004613316061669426 } ], "all_scores_raw": { "TLT": 0.0017664244990094474, "VCIT": 0.00038764103692652367, "LQD": 0.0009457183272168664, "HYG": 0.0003745409909245217, "VNQ": 0.00374683765673417, "GLD": -0.004576407655048166, "SLV": -0.001270316446774819, "SPY": 0.0020673901419069537, "QQQ": 0.002525207412942744, "XLK": 0.005243403283647169, "XLF": 0.0032420466433137063, "XLE": 0.0005603215826803093, "XLV": 0.004613316061669426, "XLI": 0.0025481313087865817, "XLY": 0.0006671287343511002, "XLP": 0.0025178267143282015, "XLU": 0.0015126797478454135, "GDX": -0.007725366791014376, "XME": 0.0009080790543312678, "IWF": 0.0009761391034254704, "XSD": 0.008973679977532768, "XBI": 0.001486095091924107, "IWM": 0.002502869571679389, "IWD": 0.0028967524974320424, "IWO": 0.0030946868347825444 }, "all_scores_norm": { "TLT": 0.5684031802283306, "VCIT": 0.48583658339240343, "LQD": 0.5192562927941095, "HYG": 0.48505210472223914, "VNQ": 0.6869975637984667, "GLD": 0.18857119089559726, "SLV": 0.3865520250172436, "SPY": 0.58642610375618, "QQQ": 0.6138418764874771, "XLK": 0.7766173874719831, "XLF": 0.6567688315590168, "XLE": 0.49617732607952686, "XLV": 0.7388854599727129, "XLI": 0.6152146432185108, "XLY": 0.5025733289862295, "XLP": 0.6133998932583239, "XLU": 0.5532080164156293, "GDX": 0.0, "XME": 0.5170023154619127, "IWF": 0.5210780001424535, "XSD": 1.0, "XBI": 0.551616029981327, "IWM": 0.6125042048483134, "IWD": 0.6360913551337138, "IWO": 0.6479443872315288 } } ] } } }